r-clime 0.5.0
Propagated dependencies: r-lpsolve@5.6.22
Channel: guix-cran
Home page: https://cran.r-project.org/package=clime
Licenses: GPL 2
Synopsis: Constrained L1-Minimization for Inverse (Covariance) Matrix Estimation
Description:
This package provides a robust constrained L1 minimization method for estimating a large sparse inverse covariance matrix (aka precision matrix), and recovering its support for building graphical models. The computation uses linear programming. The method was published in TT Cai, W Liu, X Luo (2011) <doi:10.1198/jasa.2011.tm10155>.
Total results: 3